+345.6%
RCL vs ED
+101.3%
+244.2%
-83.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for 10y.
| Period | Portfolio | ED | Excess | Alpha |
|---|---|---|---|---|
| 1D | -0.1% | -1.3% | +1.2% | +0.1% |
| 7D | -5.1% | -0.2% | -4.9% | -5.1% |
| 30D | -19.0% | -0.1% | -18.9% | -19.0% |
| 3M | -9.6% | +3.9% | -13.5% | -10.2% |
| 6M | -6.7% | -3.0% | -3.7% | -6.4% |
| YTD | -3.9% | +10.7% | -14.6% | -6.1% |
| 1Y | -25.1% | +13.3% | -38.4% | -27.1% |
| 3Y | +179.1% | +34.5% | +144.6% | +156.0% |
| 5Y | +243.3% | +67.1% | +176.2% | +198.0% |
| All | +345.6% | +101.3% | +244.2% | +287.0% |
Cumulative growth
Daily Returns
Daily percentage return beside ED.
Daily Out/Under-Performance
Portfolio return minus ED return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × ED return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over 10y: compounded portfolio wealth divided by compounded ED wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
10y analysis · Full analysis span regression · 6 months rolling